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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Feller-continuous process ： ウィキペディア英語版 Feller-continuous process In mathematics, a Feller-continuous process is a continuous-time stochastic process for which the expected value of suitable statistics of the process at a given time in the future depend continuously on the initial condition of the process. The concept is named after Croatian-American mathematician William Feller. ==Definition== Let ''X'' : [0, +∞) × Ω → R''n'', defined on a probability space (Ω, Σ, P), be a stochastic process. For a point ''x'' ∈ R''n'', let P''x'' denote the law of ''X'' given initial datum ''X''0 = ''x'', and let E''x'' denote expectation with respect to P''x''. Then ''X'' is said to be a Feller-continuous process if, for any fixed ''t'' ≥ 0 and any bounded, continuous and Σ-measurable function ''g'' : R''n'' → R, E''x''[''g''(''X''''t'')] depends continuously upon ''x''. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Feller-continuous process」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.